Commit Graph

1533 Commits

Author SHA1 Message Date
Luc Maisonobe 66759ef52a added matrix transformer to bi-diagonal shape
(for later use by singular value decomposition)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@691551 13f79535-47bb-0310-9956-ffa450edef68
2008-09-03 09:18:29 +00:00
Luc Maisonobe 60cd425556 typos
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690941 13f79535-47bb-0310-9956-ffa450edef68
2008-09-01 11:42:08 +00:00
Luc Maisonobe fb17113403 removed spurious throws clause
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690934 13f79535-47bb-0310-9956-ffa450edef68
2008-09-01 10:42:28 +00:00
Luc Maisonobe 481a091105 added a decompose method to the base DecompositionSolver interface
to allow a solver to decompose a matrix after construction.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690803 13f79535-47bb-0310-9956-ffa450edef68
2008-08-31 22:28:55 +00:00
Luc Maisonobe c1f2e60e81 Changed the equals() methods from RealMatrixImpl, RealVectorImpl and Vector3D
so that they consider +0 and -0 are equal, as required by IEEE-754 standard.
These were bugs similar to MATH-221 for Complex.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690314 13f79535-47bb-0310-9956-ffa450edef68
2008-08-29 16:17:33 +00:00
Luc Maisonobe 94cf29c4e3 Changed the Complex.equals() method so that it considers +0 and -0 are equal,
as required by IEEE-754 standard.
JIRA: MATH-221

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690308 13f79535-47bb-0310-9956-ffa450edef68
2008-08-29 15:46:22 +00:00
Luc Maisonobe a48a97b37f added JAMA-like LU-decomposition
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687519 13f79535-47bb-0310-9956-ffa450edef68
2008-08-21 00:19:48 +00:00
Niall Pemberton 3c72402b42 Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687302 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:47 +00:00
Niall Pemberton 7f35915afd Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@687301 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:25 +00:00
Luc Maisonobe 3dd6fe1807 Started work on JAMA-like interfaces.
This first step is an enhancement of the existing QR-decomposition interface and associated implementation in JAMA-style, i.e with added getH() method and most importantly various solve methods for least-squares solution of the A * X = B equation.
JIRA: MATH-220

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687167 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 21:41:17 +00:00
Luc Maisonobe 07e312f0c3 added removeData methods to the SimpleRegression class.
This allows to support regression calculations across a
sliding window of (time-based) observations without having
to recalculate for the entire window every time.
JIRA: MATH-219

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687021 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 11:18:10 +00:00
Luc Maisonobe be008314f3 fixed typo
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@683434 13f79535-47bb-0310-9956-ffa450edef68
2008-08-06 22:38:28 +00:00
Luc Maisonobe 9d3b1d2f16 added createRealVector for consistency with Matrix factory methods
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@682190 13f79535-47bb-0310-9956-ffa450edef68
2008-08-03 16:12:48 +00:00
Luc Maisonobe 2e82f1fcdc Support for one dimensional vectors has been added to the linear algebra
package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680172 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:48:17 +00:00
Luc Maisonobe b47b287663 Support for one dimensional vectors has been added to the linear algebra
package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680166 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:15:22 +00:00
Phil Steitz 6ef68ad4a9 Javadoc fixes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680165 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:11:33 +00:00
Phil Steitz a77322c262 Changed OLSMultipleLinearRegression implementation to use QR decomposition to
solve the normal equations.
JIRA: MATH-217



git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680162 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 18:52:38 +00:00
Luc Maisonobe 38f83e6070 updated minimum java version required
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680144 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 16:28:43 +00:00
Luc Maisonobe c7c19df2da improved explanation of NaN coordinates
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680123 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:17:37 +00:00
Luc Maisonobe 8560c231d5 fixed javadoc
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680121 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:11:43 +00:00
Luc Maisonobe 083f748403 fixed javadoc comments pasted from ComplexFormat without care
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680113 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:34:37 +00:00
Luc Maisonobe 3a8e7620e3 fixed typo
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680111 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:30:43 +00:00
Luc Maisonobe a7cd35389d reverting a return type changed inadvertently
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680036 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 20:00:29 +00:00
Luc Maisonobe 4da38a0b39 added in user guide a reference to the Vector3DFormat class for input/output.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680034 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 19:47:56 +00:00
Luc Maisonobe ac99bbd13c filtered out findbugs warnings for intentional and documented features
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680032 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 19:35:35 +00:00
Luc Maisonobe ccbe22eb02 added a Vector3DFormat class
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680029 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 18:31:41 +00:00
Luc Maisonobe 7004e490aa extracted a CompositeFormat base class from ComplexFormat
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680026 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 18:28:45 +00:00
Niall Pemberton 51a7a27740 change commons-parent to version 11
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@678500 13f79535-47bb-0310-9956-ffa450edef68
2008-07-21 17:45:31 +00:00
Niall Pemberton 60131cca73 change commons-parent to version 11
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@678495 13f79535-47bb-0310-9956-ffa450edef68
2008-07-21 17:43:58 +00:00
Luc Maisonobe f745b46abf fixed javadoc related checkstyle errors
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676891 13f79535-47bb-0310-9956-ffa450edef68
2008-07-15 11:53:23 +00:00
Luc Maisonobe 642e3f63f2 removed false comment
(coefficients are not cached, they are computed for each new instance)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676882 13f79535-47bb-0310-9956-ffa450edef68
2008-07-15 11:34:46 +00:00
Luc Maisonobe 8365d33be2 New ODE integrators have been added: the explicit Adams-Bashforth and implicit
Adams-Moulton multistep methods. These methods support customizable starter
integrators and support discrete events even during the start phase.
All these methods provide the same rich features has the existing ones:
continuous output, step handlers, discrete events, G-stop ...


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676737 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 21:13:23 +00:00
Luc Maisonobe 4fb3ee4e70 preparing test to work with multistep integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676622 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:16:11 +00:00
Luc Maisonobe a28698bb0c fixed test which did not bounce properly when convergence setting was low
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676620 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:14:42 +00:00
Luc Maisonobe 0c125f71ed fixed a problem preventing integration stop when end time was exactly 0
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676618 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:12:36 +00:00
Luc Maisonobe e1306edb51 fixed step size handling in borderline cases.
When an even occurred at step start, the step size dropped to zero
which put integration in an infinite loop

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676615 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:08:51 +00:00
Luc Maisonobe 87d350f022 FixedStepHandler now extends Serializable.
This should have been done before when the integrator and problem
interfaces were changed too, but was forgotten.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676612 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 14:58:57 +00:00
Luc Maisonobe 77cd728359 improved robustness in case of events just at integration start
When an event occurs exactly at integration start, the first truncated
steps ends up with zero size. This induced problems with forward/backward
sensing based on this step alone. This also induced an infinite loop in
the calling integrators.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676610 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 14:51:33 +00:00
Luc Maisonobe 1c3e5de60b fixed a problem introduced by recent changes,
thanks to Phil to spot it

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676291 13f79535-47bb-0310-9956-ffa450edef68
2008-07-13 09:55:01 +00:00
Phil Steitz 22d13e1232 Refactored data specification in multiple regression api. JIRA: MATH-255. Patched by Mauro Televi.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676241 13f79535-47bb-0310-9956-ffa450edef68
2008-07-12 21:41:17 +00:00
Luc Maisonobe b51a782d1b Simplified integration end handling using the same method as other integrators
(based on a dedicated event handler)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675589 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 14:22:13 +00:00
Luc Maisonobe df6766e1e3 prevent zero-length steps from generating NaN
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675578 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 14:06:17 +00:00
Luc Maisonobe e7a11765d4 updated test after step handling changes
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675576 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 14:05:01 +00:00
Luc Maisonobe b3cfa0fdb9 allow root search even in reverse direction
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675554 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 12:49:54 +00:00
Luc Maisonobe 22e5ce3884 Replaced size adjustment of all steps of fixed steps Runge-Kutta integrators by a truncation of the last step only.
JIRA: MATH-214

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675552 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 12:42:30 +00:00
Luc Maisonobe b0b7c6ef38 Replaced size adjustment of all steps of fixed steps Runge-Kutta integrators by a truncation of the last step only.
JIRA: MATH-214

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675551 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 12:40:44 +00:00
Luc Maisonobe f6c3d3f104 introduced an upper level interface for all ODE integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@674821 13f79535-47bb-0310-9956-ffa450edef68
2008-07-08 13:39:27 +00:00
Luc Maisonobe e6b0184007 introduced an upper level interface for all ODE integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@674820 13f79535-47bb-0310-9956-ffa450edef68
2008-07-08 13:37:09 +00:00
Luc Maisonobe 086a0ede1e The ODE integrators now support several step handlers at once, instead of just one.
This is more consistent with event handlers management.
The setStepHandler method has therefore been replaced by addStephandler, the
getStepHandler method has been replaced by getStepHandlers which returns a Collection
and a clearStepHandlers method has been added.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@674817 13f79535-47bb-0310-9956-ffa450edef68
2008-07-08 13:32:00 +00:00
Luc Maisonobe 08dae2254b The ODE integrators now support several step handlers at once, instead of just one.
This is more consistent with event handlers management.
The setStepHandler method has therefore been replaced by addStephandler, the
getStepHandler method has been replaced by getStepHandlers which returns a Collection
and a clearStepHandlers method has been added.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@674814 13f79535-47bb-0310-9956-ffa450edef68
2008-07-08 13:26:59 +00:00